Siu Long LEI  李兆隆 Associate Professor

• Ph.D. in Mathematics, Hong Kong University of Science and Technology, Hong Kong (2009)
• M.Sc. in Mathematics, University of Macau, Macau (2000)
• B.Ed. in Mathematics, University of Macau, Macau (1997)

• 2016 – present: Associate Professor, University of Macau, Macau
• 2010 - 2016: Assistant Professor, University of Macau, Macau
• 2000 - 2010: Lecturer, University of Macau, Macau
• 1997 - 2000: Teaching Assistant, University of Macau, Macau

B.Sc. Courses

1. Discrete Mathematics (MATB111, MATH1000)
2. Numerical Analysis (MATB225, MATH2007)

M.Sc. Courses

1. Numerical Methods for Differential Equations (IMAT009, MATH7009)

Awards

1. Macau Science Award, Second Prize in Natural Science, FDCT Macau, 2018 (with Prof. Haiwei Sun).
2. Teaching Award, University of Macau, 2004.
3. The Most Famous Teacher, FST Student Association, University of Macau, 2003.
4. My Favorite F. S. T. Staff, FST Student Association, University of Macau, 2000.

Research Interests

• Numerical Linear Algebra
• Numerical Methods for Differential Equations

Recent Research Projects

1. PI: Lei Siu Long, “Fast algorithms for high-dimensional time-space fractional diffusion equations”. University of Macau. Grant No.: MYRG2018-00025-FST
2. PI: Lei Siu Long, “A tensor train based fast algorithm for solving high-dimensional fractional partial differential equations”. Science and Technology Development Fund (FDCT) of Macau SAR. Grant No.: 048/2017/A.
3. PI: Lei Siu Long, “Preconditioning Techniques for High-Dimensional Nonlocal Diffusion Problems”. University of Macau. Grant No.: MYRG2016-00202-FST.
4. PI: Lei Siu Long, “Splitting Schemes for Fractional Diffusion Equations and Their Fast Algorithms”. Science and Technology Development Fund (FDCT) of Macau SAR. Grant No.: 115/2013/A3.
5. PI: Lei Siu Long, “Second-order Accurate Numerical Methods for Anomalous Diffusion Problems and Their Fast Algorithms”. University of Macau. Grant No.: MYRG071(Y1-L2)-FST13-LSL.
6. PI: Lei Siu Long, “Circulant Precoditioners for Fractional Diffusion Equations”. University of Macau. Grant No.: MYRG038(Y1-L1)-FST12-LSL.
7. PI: Lei Siu Long, “Numerical Methods for Phase-Field Simulation of Two-Phase Flows”. University of Macau. Grant No.: SRG012-FST11-12T-LSL.

Journal Papers (Name of students is underlined)

1. X. Chen, D. Ding, S. L. Lei and W. F. Wang, A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models, Computers and Mathematics with Applications, minor revision.
2. S. L. Lei, D. Y. Fan and X. Chen, Fast solution algorithms for exponentially tempered fractional diffusion equations, Numerical Methods for Partial Differential Equations, 34 (2018), 1301-1323. (link)
3. S. L. Lei, W. F. Wang, X. Chen and D. Ding, A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models, Journal of Scientific Computing, 75 (2018), 1633-1655. (link)
4. X. Chen, W. F. Wang, D. Ding and S. L. Lei, A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation, Computers and Mathematics with Applications, 73 (2017), 1932-1944. (link)
5. Y. C. Huang and S. L. Lei, A fast numerical method for block lower triangular Toeplitz with dense Teoplitz blocks system with applications to time-space fractional diffusion equations, Numerical Algorithms, 76 (2017), 605-616. (link)
6. L. K. Chou and S. L. Lei, Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy, Computers and Mathematics with Applications, 73 (2017), 385-403. (link)
7. W. Qu and S. L. Lei, On CSCS-based iteration method for tempered fractional diffusion equations, Japan Journal of Industrial and Applied Mathematics, 33 (2016), 583-597. (link)
8. S. L. Lei and Y. C. Huang, Fast algorithms for high-order numerical methods for space fractional diffusion equations, International Journal of Computer Mathematics, 94 (2017), 1062-1078. (link)
9. S. L. Lei, X. Chen and X. H. Zhang, Multilevel circulant preconditioner for high-dimensional fractional diffusion equations, East Asian Journal of Applied Mathematics, 6 (2016), 109-130. (link)
10. S. W. Vong, P. Lyu, X. Chen and S. L. Lei, High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives, Numerical Algorithms, 72 (2016), 195-210. (link)
11. Z. B. Wang, S. W. Vong and S. L. Lei, Finite difference schemes for two-dimensional time-space fractional differential equations, International Journal of Computer Mathematics, 93 (2016), 578-595. (link)
12. W. F. Wang, X. Chen, D. Ding and S. L. Lei, Circulant preconditioning technique for barrier options pricing under fractional diffusion models, International Journal of Computer Mathematics, 92 (2015), 2596-2614. (link)
13. W. Qu, S. L. Lei and S. W. Vong, A note on the stability of a second order finite difference scheme for space fractional diffusion equations, Numerical Algebra, Control and Optimization, 4 (2014), 317-325. (link)
14. W. Qu, S. L. Lei and S. W. Vong, Circulant and skew-circulant splitting iteration for fractional advection-diffusion equations, International Journal of Computer Mathematics, 91 (2014), 2232-2242. (link)
15. S. L. Lei and H. W. Sun, A circulant preconditioner for fractional diffusion equations, Journal of Computational Physics, 242 (2013), 715-725. (link)
16. S. W. Vong, Q. J. Meng, and S. L. Lei, On a discrete-time collocation method for the nonlinear Schrodinger equation with wave operator, Numerical Methods for Partial Differential Equations, 29 (2013), 693-705. (link)
17. S. L. Lei and X. P. Wang, Dripping and jetting in coflowing liquid streams, Advances in Adaptive Data Analysis, 3 (2011), 269-290. (link)
18. S. L. Lei, Adaptive method for spike solutions of Gierer-Meinhardt system on irregular domain, Discrete and Continuous Dynamical Systems - Series B, 15 (2011), 651-668. (link)
19. C. M. Wu, S. L. Lei, T. Z. Qian and X. P. Wang, Stick-slip motion of moving contact line on chemically patterned surfaces, Communications in Computational Physics, 7 (2010), 403-422. (link)
20. T. Z. Qian, C. M. Wu, S. L. Lei, X. P. Wang and P. Sheng, Modeling and simulations for molecular scale hydrodynamics of moving contact line in immiscible two-phase flows, Journal of Physics: Condensed Matter, 21 (2009), 464119. (link)
21. X. Q. Jin, S. L. Lei and Y. M. Wei, Circulant preconditioners for solving singular perturbation delay differential equations, Numerical Linear Algebra with Applications, 12 (2005), 327-336. (link)
22. X. Q. Jin, S. L. Lei and Y. M. Wei, Circulant preconditioners for solving differential equations with multi-delays, Computers and Mathematics with Applications, 47 (2004), 1429-1436. (link)
23. S. L. Lei and X. Q. Jin, BCCB preconditioners for systems of BVM-based numerical integrators, Numerical Linear Algebra with Applications, 11 (2004), 25-40. (link)
24. X. Q. Jin and S. L. Lei, Sine transform based preconditioners for solving constant-coefficient first-order PDEs, Linear Algebra and its Applications, 366 (2003), 283-294. (link)
25. F. R. Lin, X. Q. Jin and S. L. Lei, Strang-type preconditioners for solving linear systems from delay differential equations, BIT, 43 (2003), 136-149. (link)
26. S. L. Lei, K. I. Kou and X. Q. Jin, Preconditioners for ill-conditioned block Toeplitz systems with application in image restoration, East-West Journal of Numerical Mathematics, 7 (1999), 175-185. (The journal now is named as Journal of Numerical Mathematics.)

Invited Editor of Special Issue

1. G. H. Hu, S. L. Lei, and S. W. Vong, Special issue for the 2017 workshop on computational mathematics and scientific computing, Numerical Mathematics: Theory, Methods and Applications, vol. 11 no. 4 (2018).
2. G. H. Hu, S. L. Lei, and S. W. Vong, Special issue for the EASIAM annual conference 2016, East Asian Journal on Applied Mathematics, vol. 7 no. 4 (2017)
3. G. H. Hu, S. L. Lei, and S. W. Vong, Special issue for the fourth workshop on numerical algebra and high performance computation, East Asian Journal on Applied Mathematics, vol. 4 no. 1 (2014).

Conference Papers

1. S. L. Lei, M. Lao and I. Chan, Simulation on vortex effect for superconducting devices, Computational Methods in Engineering and Science - Proceedings of EPMESC X (2006), pp. 313-318. Eds: Z. Yao, M. Yuan and Y. Chen, Tsinghua University Press and Springer, 2006.
2. S. L. Lei and X. Q. Jin, Strang-type preconditioners for solving differential-algebraic equations, NAA (2000), Lecture Notes in Computer Science, Vol. 1988, pp. 505-512, Eds.: L. Vulkov, J. Wasniewski and P. Yalamov, Springer, 2001.

Professional Services

• Reviewer for journals
  
  Journal of Scientific Computing, SCIE journal published by Springer
  Applied Mathematics and Computation, SCIE journal published by Elsevier 
  East Asian Journal of Applied Mathematics, SCIE journal published by Global Science Press and Cambridge University Press
  Numerical Mathematics: Theory, Methods and Applications, SCIE journal published by Global Science Press and Cambridge University Press
  Journal of Computational and Applied Mathematics, SCIE journal published by Elsevier
  Computer Mathematics with Applications, SCIE journal published by Elsevier
  International Journal of Computer Mathematics, SCIE journal published by Taylor & Francis 
  Numerische Mathematik, SCIE journal published by Springer
  Numerical Algebra, Control and Optimization, EI international journal published by American Institute of Mathematical Sciences (AIMS)
  Japan Journal of Industrial and Applied Mathematics, SCIE journal published by Springer

University Services

• Affiliate Member of Chao Kuang Piu College, University of Macau (10/2015 - present)
• Mathematics Department Advisor for Student Exchange Program (2012 - 2013)
• Senate Member (2009)
• Admission Exam Reviewer (2013 - 2015)
• Admission Exam Marker (2009 - 2016)
• Mentor, Mentorship Program (2010 - 2015)
• Advisor, Student Advisory Program for FST undergraduate students (2009 - present)
• Selection Panel for Master Student Admissions (2012 - present)
• Selection Panel for Principal Recommend Admission (2013 - present)
• PhD Thesis Defense Assessment Panel: Wang Zhi Bo (2015)
• Secretary for UM PhD Thesis Defense: 
  Chen Min (2016), Zhang Lu (2015), Meng Qing Jiang (2013)
• PhD Thesis Advisory Committee for UM Students:
  Zhang Lu (2013-2015), Wang Zhi Bo (2014-2015), Lu Xin (2013-2016), Fang Zhi Wei (2013-present), Shen Ye Dan (2016-present)
• MSc Examination Committee:
  • 2017 Huang Yun Chi, Shi Chen Yang, Chu Ion Sang, Lin Xue Lei, Wei Hui Qin
  • 2016 Chan Hong Kit, Ricky Lot Kei Chou, Fan Dao Ying
  • 2015 Mak Hoi Fong, Leong Weng In, Lyu Pin, Guo Li, Zhang Xin He, Xu Qiao Mu, Chen Xu, Shen Ye Dan, Jin Jun Wei, Zhang Jia Qi, Zhong Yang, Lei Chun Yu
  • 2014 She Zi Hang, Hong Wan Li, Liu Li Hong
  • 2013 Gao Yuan, Cheong Kuan Po, Dong Hui, Wang Zhi Bo, Qu Wei, Tony Zhang
  • 2012 Zhao Jing Ya, Zhang Chon Yang
  • 2011 Chan Ka Hou, Ng Man Yun

Community Services

• General affairs for Macau Mathematics Society (2014 - present)
• Member of the referee panel for Contemporary Undergraduate Mathematical Contest of Modelling (Macau region), organized by China Society for Industrial and Applied Mathematics (2014 - present)

• Member of Society for Industrial and Applied Mathematics (SIAM)
• Member of Macau Mathematics Association

Master Students

• Wei Qu (2013)
• Xinhe Zhang (2015)
• Xu Chen (2015)
• Yunchi Huang (2017)
• Ricky Lot Kei Chou (2016)
• Daoying Fan (2016)
• Siwen Deng (2018)
• YuanyuanHuang (on-going)

PhD Student

• Xu Chen (2018)
• Ricky Lot Kei Chou (on-going)
• Yunchi Huang (on-going)

Faculty of Science and Technology
University of Macau, E11
Avenida da Universidade, Taipa,
Macau, China

Room: E11-3066
Telephone: (853) 8822-4449
Fax: (853) 8822-2426
Email: sllei